Firstly you should have cycled. Adding livestock so soon is harmful for them so in future take a look at the beginners centre on this forum.
Secondly, shrimps are sensitive to any amounts of ammonia(fish waste) and nitrites that build up if a tank is not cycled.
The cloudy water is indeed a...
Baby shrimp are very small. Half a centimetre mine are right now and if fish are present they will hide.
Just give it time and try not to move the shrimp too much as any stress the female will abandon the eggs.
As the Human population rises there will always be times where something needs to be sacrificed to feed our expansion and need for electricity. This dam might be rejected but there will be many more situations like it.
Before the saddle on the back moves towards the back of her body to become eggs the female will molt, like any shrimp a molt is a risky situation and they are at their most vulnerable. She is most probably hiding untill her new exoskeleton becomes hard.